Not a cryptid situation I'm afraid - jet black squirrels are actually a documented melanistic variant of the Eastern grey squirrel and they've been popping up in scattered populations across North America for decades. There are established colonies in parts of Canada that have gradually pushed south and west. Worth noting though that melanistic animals do sometimes cluster in areas where people report "out of place" energy or high strangeness, which is something I've been tracking personally for a few years now in relation to UK black cat sightings.
So not mysterious in the zoological sense but possibly worth paying attention to if you're seeing other unusual things in the same location. Were there any other anomalies around the time you spotted it? That's usually where the interesting data comes from rather than the animal itself.